The chairman of a Sydney mosque has told worshippers that "if you don't like Australia, leave" during his first sermon since a teenage extremist who attended the mosque shot dead a man outside NSW Police headquarters.

The comments were reported in Sydney newspapers earlier this morning and Parramatta Mosque chairman Neil El-Kadomi has told those attending Friday prayers that he stands by those comments.

Last Friday's shooting of police accountant Curtis Cheng outside NSW Police headquarters in Parramatta has prompted several agencies to investigate how the 15-year-old killer became radicalised by Islamic extremists.

A week on from the tragedy, Mr El-Kadomi addressed worshippers who gathered for Friday prayers.

Outside, he questioned why police shot dead the 15-year-old gunman, saying it was unfortunate the boy died because now there is no way of knowing his secrets, particularly who gave him the gun.

He also said extremists unwilling to live by Australian standards of peace and tolerance should leave the country.

Australians, it doesn't matter what religion - if you really hate Australia, well then you should go.

Opposition Leader, Bill Shorten

"You should not abuse the privilege of being Australian, which is very important," he said.

Mr El-Kadomi added that those who do abuse the privilege should "get out".

NSW Opposition calls for inquiry into radicalisation

The State Opposition has called for an urgent inquiry into radicalisation in the state's schools.

Labor's education spokeswoman, Linda Burney, said there had been warning signs about the potential for teenagers to be radicalised by fellow students long before last Friday's shooting.

"There have been warning signs for some months now, almost the whole year, about issues that are bubbling up in schools," Ms Burney said.

"The Government has been slow to respond. There does not appear to be a coherent response."

The Government is currently considering the results of a statewide audit of school prayer groups, which was launched in July after reports a student at Epping Boys High had been preaching a radical form of Islam.